Hey @igorm,
Do you have GVCFs or single-sample project VCFs? If you have GVCFs, I recommend Hail’s new VDS representation and VDS combiner: Hail | Variant Dataset.
If you have single-sample project VCFs, take a look at Importing many sample-specific VCFs. I should caution you: there’s no principled way to combine project VCFs. Project VCFs lack reference block information, as a result, you cannot confidently decide what genotype to assign to an individual at a new variant. You’ll need to make that decision when you combine two project VCFs with differing sets of variants.
If at all possible, I recommend retrieving the original GVCF files and using those with Hail’s VDS tools.